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Lyxor MSCI All Country World UCITS ETF (ACWL.L) Sharpe Ratio: 3.06

ETF · Currency in GBp · Last updated Jun 4, 2026

ACWL.L is a passive ETF by Amundi tracking the investment results of the MSCI ACWI NR USD. ACWL.L launched on Nov 8, 2018 and has a 0.45% expense ratio.

ACWL.L's Sharpe Ratio of 3.06 indicates that for each unit of volatility, it generates 3.06 units of excess return above the risk-free rate. The ratio is calculated using historical daily returns over the past 12 months (as of Jun 4, 2026).

Sharpe uses total volatility (standard deviation) which includes both upside and downside price movements, making it useful for comparing risk-adjusted returns across different assets.

ACWL.L Sharpe Ratio Rank

ACWL.L Sharpe Ratio Rank: 88.789
Exceptional

ACWL.L ranks above 88.7% of all investments in our database based on Sharpe Ratio over the past 12 months, demonstrating exceptional risk-adjusted returns. Securities are ranked from 0 (worst) to 100 (best).

What moves the rank

  • Strong returns with low total volatility → Higher rank
  • High volatility (both upside and downside) → Lower rank
  • Consistent returns → Higher rank than volatile returns of same magnitude
  • Sharp drawdowns increase volatility → Lower rank

What you can do with this information

  • Suitable as a core holding given strong risk-adjusted returns
  • Monitor rank changes to detect deteriorating return-to-volatility profile
  • Exceptional Sharpe ratio supports larger position sizes
  • Compare with category peers to assess whether strength is investment-specific or category-wide

ACWL.L Sharpe Ratio Market Positioning

The chart shows ACWL.L's Sharpe Ratio relative to all ETFs on our platform, with color zones indicating percentile rankings. Higher ratios indicate better risk-adjusted returns.

  • Red zone (bottom 25%): 0.85 or lower
  • Yellow zone (middle 50%): 0.85 to 2.40
  • Green zone (top 25%): 2.40 or higher
  • Top 1%: 7.89+
  • Median: 1.69 — half of all investments score higher

How it compares to other similar ETFs

The table compares Lyxor MSCI All Country World UCITS ETF's Sharpe Ratio with other ETFs in the Global Equities category across multiple time periods, showing how ACWL.L's risk-adjusted performance compares to similar funds.

Data shows 1-, 5-, and 10-year periods, plus each fund's all-time average, as of Jun 4, 2026.

SymbolName1Y Sharpe Ratio5Y Sharpe Ratio10Y Sharpe RatioAll Time Sharpe Ratio
XDEV.LXtrackers MSCI World Value Factor UCITS ETF 1C5.20
IWFV.LiShares Edge MSCI World Value Factor UCITS ETF5.11
BATG.LL&G Battery Value-Chain UCITS ETF4.86
IWVG.LiShares Edge MSCI World Value Factor UCITS ETF USD (Dist)4.78
IWVL.LiShares Edge MSCI World Value Factor UCITS ETF USD (Acc)4.35
PSRW.LInvesco FTSE RAFI All World 3000 UCITS ETF3.85
VALW.LSPDR MSCI World Value UCITS ETF3.84
ISWD.LiShares MSCI World Islamic UCITS ETF USD (Dist)3.42
HWWA.LHSBC Multi Factor Worldwide Equity UCITS ETF3.41
IQCY.LLyxor MSCI Smart Cities ESG Filtered (DR) UCITS ETF - Acc3.32
ACWL.LLyxor MSCI All Country World UCITS ETF3.06

S&P 500 Index

How to choose period

Historical Sharpe Ratio

The chart shows ACWL.L's rolling Sharpe ratio over time compared to your chosen benchmark. Rising trends indicate improving returns relative to total volatility, while declining trends may signal deteriorating risk-adjusted performance or increased volatility. Use multiple timeframes to distinguish short-term fluctuations from long-term patterns.

Identify market cycles by observing when ACWL.L consistently outperforms (line above benchmark), underperforms (below benchmark), or aligns with the benchmark.

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Sharpe Ratio Calculator

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